i am a new kali user and i am trying to connect to the internet via my mobile subscription (blackberry) on my previous windows installation all i do is run a simple server program which executes the contents of a .ini file and change my proxy settings to 127.0.0.1:8080

please is there any way to create such a program or script on linux.... i would really appreciate any help with that. thanks :)

In your browser, set the proxy manually. If you are using Iceweasel (a modified version of firefox), then it should be as simple as going into settings and looking for proxy settings and then just typing it in.

When running commands in the terminal, if you want them run through a proxy, use proxychains. You can read more about that here --> proxychains

Btw, I don't think the .exe would work anyway because I am sure it is to configure a Windows machine.